Items where Author is "Vrontos, Ioannis"

Article

Vrontos, Ioannis and Galakis, John and Panopoulou, Ekaterini and Vrontos, Spyridon (2024) Forecasting GDP growth: the economic impact of COVID-19 Pandemic. Journal of Forecasting. DOI https://doi.org/10.1002/for.3072

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Implied Volatility Directional Forecasting: A Machine Learning Approach. Quantitative Finance, 2021 (10). pp. 1687-1706. DOI https://doi.org/10.1080/14697688.2021.1905869

Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) Style Rotation Revisited. Journal of Financial Data Science, Spring (2). pp. 110-133. DOI https://doi.org/10.3905/jfds.2021.1.059

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Modeling and predicting U.S. recessions using machine learning techniques. International Journal of Forecasting, 37 (2). pp. 647-671. DOI https://doi.org/10.1016/j.ijforecast.2020.08.005

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis and Vrontos, Spyridon D (2019) Quantile Forecast Combinations in Realised Volatility Prediction. Journal of the Operational Research Society, 70 (10). pp. 1720-1733. DOI https://doi.org/10.1080/01605682.2018.1489354